Larsen & Toubro Ltd (LTOUF)
46.50
0.00 (0.00%)
USD |
OTCM |
Jun 27, 16:00
Larsen & Toubro Max Drawdown (5Y): 52.47% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 52.47% |
| April 30, 2024 | 52.47% |
| March 31, 2024 | 52.47% |
| February 29, 2024 | 52.47% |
| January 31, 2024 | 52.47% |
| December 31, 2023 | 52.47% |
| November 30, 2023 | 52.47% |
| October 31, 2023 | 52.47% |
| September 30, 2023 | 52.47% |
| August 31, 2023 | 52.47% |
| July 31, 2023 | 52.47% |
| June 30, 2023 | 52.47% |
| May 31, 2023 | 52.47% |
| April 30, 2023 | 52.47% |
| March 31, 2023 | 52.47% |
| February 28, 2023 | 52.47% |
| January 31, 2023 | 52.47% |
| December 31, 2022 | 52.47% |
| November 30, 2022 | 52.47% |
| October 31, 2022 | 52.47% |
| September 30, 2022 | 52.47% |
| August 31, 2022 | 52.47% |
| July 31, 2022 | 52.47% |
| June 30, 2022 | 52.47% |
| May 31, 2022 | 52.47% |
| Date | Value |
|---|---|
| April 30, 2022 | 52.47% |
| March 31, 2022 | 52.47% |
| February 28, 2022 | 52.47% |
| January 31, 2022 | 52.47% |
| December 31, 2021 | 52.47% |
| November 30, 2021 | 52.47% |
| October 31, 2021 | 52.47% |
| September 30, 2021 | 52.47% |
| August 31, 2021 | 52.47% |
| July 31, 2021 | 52.47% |
| June 30, 2021 | 52.47% |
| May 31, 2021 | 52.47% |
| April 30, 2021 | 52.47% |
| March 31, 2021 | 52.47% |
| February 28, 2021 | 52.47% |
| January 31, 2021 | 52.47% |
| December 31, 2020 | 52.47% |
| November 30, 2020 | 52.47% |
| October 31, 2020 | 52.47% |
| September 30, 2020 | 52.47% |
| August 31, 2020 | 52.47% |
| July 31, 2020 | 52.47% |
| June 30, 2020 | 52.38% |
| May 31, 2020 | 52.38% |
| April 30, 2020 | 49.93% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
48.33%
Minimum
Jun 2019
52.47%
Maximum
Jul 2020
51.73%
Average
52.47%
Median
Jul 2020
Max Drawdown (5Y) Benchmarks
| Zoomcar Holdings Inc | -- |
| Aeries Technology Inc | -- |
| Alpha Pro Tech Ltd | 85.39% |
| Avalon Holdings Corp | 88.49% |
| Compx International Inc | 43.85% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 10.82 |
| Beta (5Y) | 0.3119 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.01% |
| Historical Sharpe Ratio (5Y) | 0.387 |
| Historical Sortino (5Y) | 0.6401 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.65% |